Some sewing machines have decorative stitches. If you want to use them you should leave more room behind the single stitches as the paper could tear apart otherwise. See my example where I did not follow the rule:

There are different opinions what one should do with the thread once the sewing is finished. Some swear it is the best thing to do a backward stitching as done with sewing fabriques – others say that is so ugle. The Ultimate -Scrapbook-Answers-How-To-Guide says you should fiddle the threads to the back, knot it and cut it. And other lazy people like me just cut the two threads and done – I don’t wanna wash the layout :-)

You should avoid to stitch through glue on your papers. This can be very very bad for your sewing machine. Most of the time I do not even use glue- or just a little bit for stabilisation – as you stitch down the paper anyway- so it holds in place. If it happens that you stitch through glue, just clean the needle with a wet Q-Tip. Creating Keepsakes says you should stitch through a wet Baby- Wipe- I’m not sure about this!